/* expn.c * * Exponential integral En * * * * SYNOPSIS: * * int n; * double x, y, expn(); * * y = expn( n, x ); * * * * DESCRIPTION: * * Evaluates the exponential integral * * inf. * - * | | -xt * | e * E (x) = | ---- dt. * n | n * | | t * - * 1 * * * Both n and x must be nonnegative. * * The routine employs either a power series, a continued * fraction, or an asymptotic formula depending on the * relative values of n and x. * * ACCURACY: * * Relative error: * arithmetic domain # trials peak rms * IEEE 0, 30 10000 1.7e-15 3.6e-16 * */ /* expn.c */ /* Cephes Math Library Release 1.1: March, 1985 * Copyright 1985 by Stephen L. Moshier * Direct inquiries to 30 Frost Street, Cambridge, MA 02140 */ /* Sources * [1] NIST, "The Digital Library of Mathematical Functions", dlmf.nist.gov */ /* Scipy changes: * - 09-10-2016: improved asymptotic expansion for large n */ #include "mconf.h" #include "polevl.h" #include "expn.h" #define EUL 0.57721566490153286060 #define BIG 1.44115188075855872E+17 extern double MACHEP, MAXLOG; static double expn_large_n(int, double); double expn(int n, double x) { double ans, r, t, yk, xk; double pk, pkm1, pkm2, qk, qkm1, qkm2; double psi, z; int i, k; static double big = BIG; if (npy_isnan(x)) { return NPY_NAN; } else if (n < 0 || x < 0) { sf_error("expn", SF_ERROR_DOMAIN, NULL); return NPY_NAN; } if (x > MAXLOG) { return (0.0); } if (x == 0.0) { if (n < 2) { sf_error("expn", SF_ERROR_SINGULAR, NULL); return (NPY_INFINITY); } else { return (1.0 / (n - 1.0)); } } if (n == 0) { return (exp(-x) / x); } /* Asymptotic expansion for large n, DLMF 8.20(ii) */ if (n > 50) { ans = expn_large_n(n, x); goto done; } if (x > 1.0) { goto cfrac; } /* Power series expansion, DLMF 8.19.8 */ psi = -EUL - log(x); for (i = 1; i < n; i++) { psi = psi + 1.0 / i; } z = -x; xk = 0.0; yk = 1.0; pk = 1.0 - n; if (n == 1) { ans = 0.0; } else { ans = 1.0 / pk; } do { xk += 1.0; yk *= z / xk; pk += 1.0; if (pk != 0.0) { ans += yk / pk; } if (ans != 0.0) t = fabs(yk / ans); else t = 1.0; } while (t > MACHEP); k = xk; t = n; r = n - 1; ans = (pow(z, r) * psi / Gamma(t)) - ans; goto done; /* Continued fraction, DLMF 8.19.17 */ cfrac: k = 1; pkm2 = 1.0; qkm2 = x; pkm1 = 1.0; qkm1 = x + n; ans = pkm1 / qkm1; do { k += 1; if (k & 1) { yk = 1.0; xk = n + (k - 1) / 2; } else { yk = x; xk = k / 2; } pk = pkm1 * yk + pkm2 * xk; qk = qkm1 * yk + qkm2 * xk; if (qk != 0) { r = pk / qk; t = fabs((ans - r) / r); ans = r; } else { t = 1.0; } pkm2 = pkm1; pkm1 = pk; qkm2 = qkm1; qkm1 = qk; if (fabs(pk) > big) { pkm2 /= big; pkm1 /= big; qkm2 /= big; qkm1 /= big; } } while (t > MACHEP); ans *= exp(-x); done: return (ans); } /* Asymptotic expansion for large n, DLMF 8.20(ii) */ static double expn_large_n(int n, double x) { int k; double p = n; double lambda = x/p; double multiplier = 1/p/(lambda + 1)/(lambda + 1); double fac = 1; double res = 1; /* A[0] = 1 */ double expfac, term; expfac = exp(-lambda*p)/(lambda + 1)/p; if (expfac == 0) { sf_error("expn", SF_ERROR_UNDERFLOW, NULL); return 0; } /* Do the k = 1 term outside the loop since A[1] = 1 */ fac *= multiplier; res += fac; for (k = 2; k < nA; k++) { fac *= multiplier; term = fac*polevl(lambda, A[k], Adegs[k]); res += term; if (fabs(term) < MACHEP*fabs(res)) { break; } } return expfac*res; }